Asymptotic distribution of maximal autoregressive process with weight tending to 1 (Q1895420)
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scientific article; zbMATH DE number 786357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of maximal autoregressive process with weight tending to 1 |
scientific article; zbMATH DE number 786357 |
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Asymptotic distribution of maximal autoregressive process with weight tending to 1 (English)
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18 October 1995
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maximal autoregressive processes
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extreme value distribution
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stability coefficients
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maximum of weighted random variables
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maximal operator
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ARMA processes
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